Pioneer Equity Income Fund Alpha and Beta Analysis
| PEQKX Fund | USD 35.08 0.36 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pioneer Equity Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pioneer Equity over a specified time horizon. Remember, high Pioneer Equity's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Pioneer Equity's market risk premium analysis include:
Beta 0.82 | Alpha 0.028 | Risk 0.73 | Sharpe Ratio 0.17 | Expected Return 0.12 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Pioneer |
Pioneer Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pioneer Equity market risk premium is the additional return an investor will receive from holding Pioneer Equity long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Pioneer Equity. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Pioneer Equity's performance over market.| α | 0.03 | β | 0.82 |
Pioneer Equity expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Pioneer Equity's Buy-and-hold return. Our buy-and-hold chart shows how Pioneer Equity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pioneer Equity Market Price Analysis
Market price analysis indicators help investors to evaluate how Pioneer Equity mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pioneer Equity shares will generate the highest return on investment. By understating and applying Pioneer Equity mutual fund market price indicators, traders can identify Pioneer Equity position entry and exit signals to maximize returns.
Pioneer Equity Return and Market Media
The median price of Pioneer Equity for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 33.17 with a coefficient of variation of 2.29. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 33.3, and mean deviation of 0.63. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Pioneer Equity Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Pioneer or other funds. Alpha measures the amount that position in Pioneer Equity Income has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Pioneer Equity in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Pioneer Equity's short interest history, or implied volatility extrapolated from Pioneer Equity options trading.
Build Portfolio with Pioneer Equity
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Pioneer Mutual Fund
Pioneer Equity financial ratios help investors to determine whether Pioneer Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Pioneer with respect to the benefits of owning Pioneer Equity security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |